A least squares estimator for Lévy-driven moving averages based on discrete time observations
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Publication:5259116
DOI10.1080/03610926.2012.763093zbMATH Open1328.62512OpenAlexW1989646660MaRDI QIDQ5259116FDOQ5259116
Authors: Shibin Zhang, Zhengyan Lin, Xinsheng Zhang 
Publication date: 24 June 2015
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.763093
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Cited In (8)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes
- On operator fractional Lévy motion: integral representations and time-reversibility
- On fractional Lévy processes: tempering, sample path properties and stochastic integration
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes
- Low-frequency estimation of continuous-time moving average Lévy processes
- Empirical likelihood methods for discretely observed Gaussian moving averages
- A note on parametric estimation of Lévy moving average processes
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes with estimated parameters
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